+1,008.9%
BE vs PM
+229.6%
+779.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.2% | +8.4% | +9.1% |
| 7D | +29.8% | -1.3% | +31.1% | +30.4% |
| 30D | +26.4% | -2.6% | +28.9% | +27.5% |
| 3M | +9.3% | +5.8% | +3.5% | +3.7% |
| 6M | +105.1% | +10.6% | +94.5% | +88.7% |
| YTD | +219.0% | +17.2% | +201.9% | +183.5% |
| 1Y | +418.8% | +17.6% | +401.1% | +354.0% |
| 3Y | +1,784.6% | +124.3% | +1,660.3% | +929.6% |
| 5Y | +1,251.0% | +125.1% | +1,125.9% | +610.0% |
| All | +1,008.9% | +229.6% | +779.3% | +282.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling